Tour v422
LULU
LULULEMON ATHLETICA
$117.83 +3.11%
$117.55 (-0.24%)🌙
as of 07/27 06:05 PM
7/27 18:05

Option Volume

Detail
Current (07/27) 18,128
Calls: 11,707 (65%)
Puts: 6,421 (35%)
Prior (07/24) 28,388
Calls: 13,389 (47%)
Puts: 14,999 (53%)
Current vs Prior -36.14%
Calls: -12.56% (Calls)
Puts: -57.19% (Puts)
Prior 7-Day Total 162,341
Calls: 80,363 (50%)
Puts: 81,978 (50%)
Prior 7-Day Average 23,191
Calls: 11,480 (50%)
Puts: 11,711 (50%)
Current vs Prior 7-Day Avg -21.83%
Calls: +1.97%
Puts: -45.17%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $6.03M
Calls: $3.54M (59%)
Puts: $2.49M (41%)
Prior (07/24) $151.87M
Calls: $3.53M (2%)
Puts: $148.34M (98%)
Current vs Prior -96.03%
Calls: +0.10%
Puts: -98.32%
Prior 7-Day Total $624.99M
Calls: $22.76M (4%)
Puts: $602.23M (96%)
Prior 7-Day Average $89.28M
Calls: $3.25M (4%)
Puts: $86.03M (96%)
Current vs Prior 7-Day Avg -93.25%
Calls: +8.79%
Puts: -97.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.55
Prior (07/24) 1.12
Current vs Prior -51.04%
Prior 7-Day Average 1.01
Current vs Prior 7-Day Avg -45.58%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 356,750
Calls: 206,810 (58%)
Puts: 149,940 (42%)
Prior (07/24) 155,865
Calls: 91,766 (59%)
Puts: 64,099 (41%)
Current vs Prior +128.88%
Prior 7-Day Total 2,189,981
Calls: 1,291,973 (59%)
Puts: 898,008 (41%)
Prior 7-Day Average 312,854
Calls: 184,567 (59%)
Puts: 128,286 (41%)
Current vs Prior 7-Day Avg +14.03%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 4.89% | 7.07%10.42% | 19.19%
Prior 5.37% | 7.20%10.40% | 19.34%
Current vs Prior -9.02% | -1.83%+0.25% | -0.77%
Prior 7-Day Avg 3.97% | 6.58%8.29% | 17.88%
Current vs 7-Day Avg +23.07% | +7.41%+25.67% | +7.34%
Prior 7-Day Eod 5.37% | 7.20%10.40% | 19.34%
Current vs 7-Day Eod -9.02% | -1.83%+0.25% | -0.77%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 12.09% | 8.88%
Calls: 7.69% | 7.99%
Puts: 16.48% | 9.76%
Prior 11.51% | 9.23%
Calls: 10.00% | 10.36%
Puts: 13.02% | 8.11%
Current vs Prior +5.04% | -3.79%
Prior 7-Day Avg 16.30% | 9.49%
Calls: 15.86% | 9.43%
Puts: 16.74% | 9.56%
Current vs 7-Day Avg -25.83% | -6.46%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 96% vs prior. Bullish P/C ratio of 0.55. P/C ratio dropping 51% - sentiment shifting bullish. Rising open interest (up 129%) indicates new positions being established.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 39 of results (avg 7.9%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2110.5010.95$10.734.2%--0.73233
$115.00Aug 217.407.75$7.584.6%190.61914
$116.00Aug 216.857.20$7.035.0%20.58144
$118.00Aug 215.856.15$6.005.0%1730.53236
$116.00Aug 145.906.25$6.085.8%120.599
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$126.00Aug 149.5510.25$9.907.1%--0.7312
$127.00Aug 1410.2511.10$10.688.0%10.78--
$118.00Jul 312.542.77$2.668.6%1250.50414
$122.00Jul 314.905.35$5.138.8%10.7214
$121.00Aug 217.007.65$7.338.9%--0.5564

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.70, cheapest $0.52)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 310.470.57$0.5219.2%5700.15800
$130.00Aug 70.610.73$0.6717.9%2090.14554
$140.00Aug 210.630.73$0.6814.7%2080.101.8K
$128.00Aug 70.861.00$0.9315.1%210.1887
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 93 found (avg delta 0.70, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 722.0024.60$23.3011.2%--0.9911
$105.00Jul 3111.6515.05$13.3525.5%80.9762
$100.00Jul 3117.1518.95$18.0510.0%--0.9736
$100.00Aug 717.1019.40$18.2512.6%--0.9721
$95.00Jul 3121.9524.45$23.2010.8%--0.9638
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 3111.0013.60$12.3021.1%20.9551
$128.00Jul 319.1511.25$10.2020.6%10.921
$135.00Aug 2116.5019.10$17.8014.6%20.8560
$125.00Jul 315.608.35$6.9839.4%20.8523
$124.00Jul 315.907.70$6.8026.5%--0.8139

Most actively traded options today. High liquidity = easy entry/exit. 238 active (total vol 14.7K, top 965)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 311.621.83$1.7312.1%9650.391.1K
$125.00Jul 310.470.57$0.5219.2%5700.15800
$115.00Jul 314.004.50$4.2511.8%3670.68252
$140.00Aug 280.571.30$0.9477.7%3260.12441
$135.00Aug 280.942.00$1.4772.1%3190.18503
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 70.170.65$0.41117.1%7870.08102
$115.00Jul 311.281.52$1.4017.1%4020.32828
$111.00Jul 310.340.56$0.4548.9%3750.13201
$100.00Aug 210.650.87$0.7628.9%3520.104.3K
$105.00Aug 211.231.53$1.3821.7%2050.162.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 40 strikes (avg 23.7%, max 116.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 31Aug 7123.9%57.2%116.8%--49
$100.00Jul 31Aug 2186.9%51.4%69.0%--217
$140.00Jul 31Sep 470.8%52.3%35.3%16313
$104.00Jul 31Sep 472.5%57.4%26.4%216
$105.00Jul 31Aug 2160.0%48.9%22.9%991
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 31Sep 4123.9%60.7%104.3%392
$100.00Jul 31Sep 486.9%59.2%46.7%441.4K
$101.00Jul 31Aug 1471.6%51.3%39.6%381
$99.00Jul 31Aug 2874.7%53.8%38.9%206178
$104.00Jul 31Aug 2872.5%53.5%35.6%31200

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 157 found (best R:R 32.33, avg 3.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$135.00$140.00Aug 7$0.15$4.85$0.1532.33$135.15
$135.00$140.00Aug 14$0.32$4.68$0.3214.62$135.32
$135.00$140.00Aug 21$0.40$4.60$0.4011.50$135.40
$131.00$135.00Aug 7$0.35$3.65$0.3510.43$131.35
$130.00$135.00Sep 4$0.51$4.49$0.518.80$130.51
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$99.00$95.00Aug 7$0.20$3.80$0.2019.00$98.80
$100.00$95.00Aug 14$0.25$4.75$0.2519.00$99.75
$110.00$108.00Aug 28$0.11$1.89$0.1117.18$109.89
$100.00$95.00Aug 21$0.40$4.60$0.4011.50$99.60
$113.00$112.00Aug 14$0.11$0.89$0.118.09$112.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 198 found (best R:R 40.67, avg 1.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$105.00Aug 21$4.88$4.88$0.1240.67$104.88
$100.00$105.00Aug 7$4.70$4.70$0.3015.67$104.70
$113.00$114.00Jul 31$0.88$0.88$0.127.33$113.88
$105.00$109.00Aug 14$3.52$3.52$0.487.33$108.52
$109.00$111.00Aug 14$1.76$1.76$0.247.33$110.76
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$122.00$121.00Aug 14$0.88$0.88$0.127.33$121.12
$130.00$125.00Aug 21$4.07$4.07$0.934.38$125.93
$117.00$116.00Aug 21$0.80$0.80$0.204.00$116.20
$135.00$130.00Aug 21$4.00$4.00$1.004.00$131.00
$127.00$126.00Aug 14$0.78$0.78$0.223.55$126.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $0.93, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$140.00Jul 31Aug 7$0.0570.8%47.9%
$95.00Jul 31Aug 7$0.10123.9%57.2%
$100.00Jul 31Aug 7$0.2086.9%54.4%
$105.00Jul 31Aug 7$0.2060.0%51.0%
$135.00Jul 31Aug 7$0.2154.7%47.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$101.00Jul 31Aug 7$0.1671.6%55.3%
$99.00Jul 31Aug 7$0.2174.7%62.3%
$102.00Jul 31Aug 7$0.2467.7%56.1%
$104.00Jul 31Aug 7$0.2672.5%54.8%
$105.00Jul 31Aug 7$0.3260.0%51.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 87 found (cheapest 4.45% of stock, avg 9.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$118.00Jul 31$2.58$2.66$5.24$112.76$123.244.45%
$117.00Jul 31$3.10$2.18$5.28$111.72$122.284.48%
$119.00Jul 31$2.13$3.22$5.35$113.65$124.354.54%
$120.00Jul 31$1.73$3.70$5.43$114.57$125.434.61%
$116.00Jul 31$3.70$1.77$5.47$110.53$121.474.64%
$115.00Jul 31$4.25$1.40$5.65$109.35$120.654.80%
$121.00Jul 31$1.39$4.40$5.79$115.21$126.794.91%
$114.00Jul 31$4.97$1.10$6.07$107.93$120.075.15%
$122.00Jul 31$1.13$5.13$6.26$115.74$128.265.31%
$113.00Jul 31$5.85$0.85$6.70$106.30$119.705.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.67% of stock, avg 6.88%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$123.00$114.00Jul 31$0.87$1.10$1.97$112.03$124.97
$122.00$114.00Jul 31$1.13$1.10$2.23$111.77$124.23
$123.00$115.00Jul 31$0.87$1.40$2.27$112.73$125.27
$121.00$114.00Jul 31$1.39$1.10$2.49$111.51$123.49
$122.00$115.00Jul 31$1.13$1.40$2.53$112.47$124.53
$123.00$116.00Jul 31$0.87$1.77$2.64$113.36$125.64
$121.00$115.00Jul 31$1.39$1.40$2.79$112.21$123.79
$120.00$114.00Jul 31$1.73$1.10$2.83$111.17$122.83
$122.00$116.00Jul 31$1.13$1.77$2.90$113.10$124.90
$123.00$117.00Jul 31$0.87$2.18$3.05$113.95$126.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 245 found (best R:R 49.00, avg credit $1.39)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
95/99100/105Aug 7$4.90$0.1049.00$94.10$104.90
101/103105/109Aug 14$3.81$0.1920.05$99.19$108.81
103/104116/118Aug 28$1.89$0.1117.18$102.11$117.89
107/108128/130Aug 28$1.88$0.1215.67$106.12$129.88
105/106107/109Aug 21$1.86$0.1413.29$104.14$108.86
103/104128/130Aug 28$1.86$0.1413.29$102.14$129.86
109/110115/116Aug 7$0.90$0.109.00$109.10$115.90
109/110116/117Aug 7$0.90$0.109.00$109.10$116.90
116/119122/125Sep 4$2.70$0.309.00$116.30$124.70
110/111112/113Aug 7$0.89$0.118.09$110.11$112.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 85 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$118.00$119.00$120.00Jul 31$0.05$0.9519.00
$123.00$124.00$125.00Jul 31$0.05$0.9519.00
$119.00$120.00$121.00Jul 31$0.06$0.9415.67
$122.00$123.00$124.00Jul 31$0.06$0.9415.67
$137.00$138.00$139.00Jul 31$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$105.00$106.00$107.00Jul 31$0.06$0.9415.67
$95.00$100.00$105.00Sep 4$0.31$4.6915.13
$100.00$101.00$102.00Jul 31$0.07$0.9313.29
$108.00$109.00$110.00Jul 31$0.07$0.9313.29
$114.00$115.00$116.00Jul 31$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 84 found (best net $-0.23, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$140.001:2Aug 14$0.00$5.00
$135.00$140.001:2Sep 4-$0.02$4.98
$135.00$140.001:2Aug 21-$0.28$4.72
$135.00$140.001:2Aug 28-$0.41$4.59
$130.00$135.001:2Aug 28-$0.53$4.47
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$114.00$105.001:2Sep 4-$0.23$8.77
$130.00$121.001:2Aug 28-$2.76$6.24
$100.00$95.001:2Sep 4-$0.63$4.37
$99.00$95.001:2Aug 28-$0.11$3.89
$105.00$100.001:2Sep 4-$1.17$3.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 77 found (best yield 6.28%, avg 2.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$118.00Sep 4$7.400.530.1%6.28%6.42%1--
$119.00Sep 4$6.950.521.0%5.90%6.89%1--
$118.00Aug 28$6.350.520.1%5.39%5.53%838
$118.00Aug 21$5.850.530.1%4.96%5.11%173236
$122.00Sep 4$5.600.473.5%4.75%8.29%11
$120.00Aug 28$5.500.481.8%4.67%6.51%7197
$119.00Aug 21$5.350.501.0%4.54%5.53%10039
$119.00Aug 28$5.100.501.0%4.33%5.32%58
$121.00Aug 28$5.000.472.7%4.24%6.93%125
$118.00Aug 14$4.900.520.1%4.16%4.30%53505

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 11,707
Total Puts 6,421
Put/Call Ratio 0.55
Net Difference 5,286

Prior's Put/Call Breakdown

Total Calls 13,389
Total Puts 14,999
Put/Call Ratio 1.12
Net Difference -1,610

Prior 7-Day Put/Call Summary

Total Calls 80,363
Total Puts 81,978
Average Put/Call Ratio 1.01
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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